Sand the wood- I just had to do the edge that was freshly cut, since it had already been sanded for the previous project.
Stain. I used the same stain as for the shelves which was Minwax- English Chestnut. To get a nice even coverage you really don't need much at all and I wanted a very light look so wiped the excess of in less than 5 minutes. After the stain dried I gave the wood another light sanding.
I painted the wood with two coats of polyurethane since the shelves would be hanging outside.
To assemble the shelves, cut the rope into 4 equal lengths and tie them together leaving enough at the top to make a loop later. If you are using nylon rope you may have to melt the ends to stop fraying.
Start by guiding the end of each rope through the corresponding hole on the top shelf. Ensure the shelf is level before tying a knot underneath to secure the wood. Tie the two ropes at each shelf end into a knot of equal length. Guide the end of each rope through the corresponding hole on the second shelf and repeat the process for the third shelf. Tie the four ropes in a knot at the bottom and that's it!